HTTP_PROXY syntax must be a URI:
SET HTTP_PROXY=scheme://user:pass@host:port/path
scheme may be http or https , and in some cases path may be missing.
No browser (or RubyGems) will accept the one you provided as a valid URL.
So in your case:
SET HTTP_PROXY=http://username:password@proxyhere.com:8080/
Hope that helps
Luis lavena
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